NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
95.18 |
95.78 |
0.60 |
0.6% |
98.04 |
High |
96.03 |
95.80 |
-0.23 |
-0.2% |
98.06 |
Low |
95.06 |
94.34 |
-0.72 |
-0.8% |
94.58 |
Close |
95.86 |
94.70 |
-1.16 |
-1.2% |
95.86 |
Range |
0.97 |
1.46 |
0.49 |
50.5% |
3.48 |
ATR |
1.17 |
1.19 |
0.03 |
2.2% |
0.00 |
Volume |
22,936 |
14,079 |
-8,857 |
-38.6% |
106,864 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.33 |
98.47 |
95.50 |
|
R3 |
97.87 |
97.01 |
95.10 |
|
R2 |
96.41 |
96.41 |
94.97 |
|
R1 |
95.55 |
95.55 |
94.83 |
95.25 |
PP |
94.95 |
94.95 |
94.95 |
94.80 |
S1 |
94.09 |
94.09 |
94.57 |
93.79 |
S2 |
93.49 |
93.49 |
94.43 |
|
S3 |
92.03 |
92.63 |
94.30 |
|
S4 |
90.57 |
91.17 |
93.90 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.61 |
104.71 |
97.77 |
|
R3 |
103.13 |
101.23 |
96.82 |
|
R2 |
99.65 |
99.65 |
96.50 |
|
R1 |
97.75 |
97.75 |
96.18 |
96.96 |
PP |
96.17 |
96.17 |
96.17 |
95.77 |
S1 |
94.27 |
94.27 |
95.54 |
93.48 |
S2 |
92.69 |
92.69 |
95.22 |
|
S3 |
89.21 |
90.79 |
94.90 |
|
S4 |
85.73 |
87.31 |
93.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.39 |
94.34 |
3.05 |
3.2% |
1.18 |
1.3% |
12% |
False |
True |
21,250 |
10 |
99.03 |
94.34 |
4.69 |
5.0% |
1.21 |
1.3% |
8% |
False |
True |
22,041 |
20 |
99.93 |
94.34 |
5.59 |
5.9% |
1.11 |
1.2% |
6% |
False |
True |
17,751 |
40 |
99.93 |
90.40 |
9.53 |
10.1% |
1.03 |
1.1% |
45% |
False |
False |
14,515 |
60 |
99.93 |
89.09 |
10.84 |
11.4% |
1.00 |
1.1% |
52% |
False |
False |
12,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.01 |
2.618 |
99.62 |
1.618 |
98.16 |
1.000 |
97.26 |
0.618 |
96.70 |
HIGH |
95.80 |
0.618 |
95.24 |
0.500 |
95.07 |
0.382 |
94.90 |
LOW |
94.34 |
0.618 |
93.44 |
1.000 |
92.88 |
1.618 |
91.98 |
2.618 |
90.52 |
4.250 |
88.14 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
95.07 |
95.19 |
PP |
94.95 |
95.02 |
S1 |
94.82 |
94.86 |
|